Note: Not all possible packages are necessarily available on the FTP servers! Some applications simply don't work on all architectures. Some applications can not be distributed via FTP (or CDROM) for licensing reasons. There may also be many possible combinations of flavors of a port, and the OpenBSD project just does not have the resources to build them all. If you need a combination which is not available, you will have to build the port from source. For more information on how to do that, read Using flavors and subpackages in the Ports section of this document.

Not all possible packages can or are built. If you want this package, you will need to build it yourself. The first thing you will need is to install the ports tree which is located at /pub/OpenBSD/5.2/ports.tar.gz at any of the mirror sites. Studying Section 15.3 is essential information you will need to first understand.

Yet as has been earlier stated, OpenBSD 5.3 is to be officially released 1 May 2013. If you want to put in the time now for practice, you can gain from the experience, however, 5.3 should be available within the week.

There is one port that is covered by both reasons: www/opera is an i386-only application and redistribution is not permitted under its license. The ports build process merely fetches Linux binaries directly from ftp.opera.com for execution under compat_linux(8).

It has years since I ran gnome but I believe that the shell is dependent upon video acceleration. Lacking that, gnome-session was suppose to go into a fallback mode.OpenBSD Gnome3
A new composting utility has recently been introduced for gnome-shell and, in current, gnome-shell is a dependency for gnome-session.

In the original post it looks like kde and gnome were tried. My guess is that xfce4 or any of the *****box window managers will work fine.